IG Group Holdings PLC

10-Year Study

IGG.LSE · Financial Services · GB · Common Stock

Executive Summary: IG Group Holdings PLC has compounded at 12.6% annually over the last 10 years, with a maximum drawdown of 46.7% and an annualized volatility of 38.0%.

1Y CAGR
+43.2%
3Y CAGR
+38.9%
5Y CAGR
+18.2%
10Y CAGR
+12.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
46.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +53.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -15.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.8-3.810.15.7————————15.1%
20254.3-6.6-0.111.95.4-5.26.20.0-1.83.41.915.938.7%
2024-6.8-0.14.42.58.31.114.53.7-1.9-2.87.03.436.6%
20231.82.6-13.05.0-8.40.74.6-4.4-0.1-0.97.211.94.5%
20220.2-2.64.8-0.4-12.3-3.515.32.8-2.94.23.0-4.61.7%
2021-11.53.915.71.7-6.4-1.25.35.0-10.9-1.4-2.85.4-0.6%
2020-2.61.52.89.01.46.9-10.07.34.0-3.95.96.931.2%
201913.7-11.1-7.9-2.07.36.8-2.1-5.617.25.46.42.830.6%
20187.75.9-1.44.14.2-0.46.9-1.8-26.5-4.7-2.2-3.6-15.7%
20177.92.3-7.19.37.5-2.712.11.33.02.0-1.010.953.2%
2016———-3.43.41.39.37.5-6.0-5.21.8-41.2-36.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 38.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 71.6% of variance. Idiosyncratic stock-specific factors contribute 15.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019662.499288776442
2016-05-019993.749788771951
2016-06-0110118.749735296495
2016-07-0111062.499545458628
2016-08-0111887.499620324264
2016-09-0111177.520972004102
2016-10-0110593.6203353895
2016-11-0110786.114862711393
2016-12-016340.772981290863
2017-01-016839.974913594358
2017-02-016997.008796926315
2017-03-016497.875313205741
2017-04-017101.540478139019
2017-05-017630.725028780489
2017-06-017421.663805373299
2017-07-018316.706031731908
2017-08-018427.770274577211
2017-09-018680.593671671826
2017-10-018849.871295273924
2017-11-018761.846417636461
2017-12-019716.575808302898
2018-01-0110468.171195039531
2018-02-0111087.915359904788
2018-03-0110937.058961181525
2018-04-0111382.770464949834
2018-05-0111855.910599305846
2018-06-0111807.91103053192
2018-07-0112623.903699688688
2018-08-0112397.619101603792
2018-09-019111.02830733927
2018-10-018687.094148031183
2018-11-018500.27443603715
2018-12-018191.303949782698
2019-01-019313.409376856935
2019-02-018279.399415021298
2019-03-017626.729342752428
2019-04-017477.126408703922
2019-05-018025.664796166536
2019-06-018568.335856661823
2019-07-018386.467971838541
2019-08-017917.1310118711235
2019-09-019277.240717837401
2019-10-019782.207304233843
2019-11-0110404.180326080492
2019-12-0110699.771253391948
2020-01-0110416.984489123306
2020-02-0110570.77562083934
2020-03-0110862.66390761837
2020-04-0111840.3342686547
2020-05-0112005.111397929686
2020-06-0112836.83868508561
2020-07-0111550.016021246442
2020-08-0112389.589227219774
2020-09-0112889.165487711125
2020-10-0112392.487596902873
2020-11-0113125.289569591032
2020-12-0114037.219344767384
2021-01-0112422.442408004035
2021-02-0112902.778199639703
2021-03-0114923.493735457349
2021-04-0115171.942840299616
2021-05-0114194.71097799763
2021-06-0114029.07824143612
2021-07-0114774.425555962918
2021-08-0115511.490591956177
2021-09-0113814.006376841106
2021-10-0113625.126790304772
2021-11-0113247.365478213884
2021-12-0113959.958006794377
2022-01-0113994.299944257185
2022-02-0113634.033662157472
2022-03-0114288.258800669595
2022-04-0114227.198386666902
2022-05-0112482.60015631945
2022-06-0112046.450063978034
2022-07-0113887.00037347258
2022-08-0114279.535884383498
2022-09-0113867.702151125059
2022-10-0114448.929014969279
2022-11-0114884.848093343331
2022-12-0114203.724800761147
2023-01-0114458.011286315716
2023-02-0114831.603651903019
2023-03-0112901.462703436675
2023-04-0113547.92106680539
2023-05-0112412.00186009024
2023-06-0112504.353971579292
2023-07-0113076.930645756764
2023-08-0112495.11769092128
2023-09-0112479.637616089867
2023-10-0112372.975472733719
2023-11-0113265.070131990258
2023-12-0114845.631333365562
2024-01-0113837.174083141925
2024-02-0113818.592431896868
2024-03-0114431.433984978104
2024-04-0114787.276777406492
2024-05-0116012.95988356896
2024-06-0116190.883418801372
2024-07-0118533.519057154994
2024-08-0119215.553571497323
2024-09-0118847.041374173747
2024-10-0118324.93483481004
2024-11-0119604.608899770312
2024-12-0120280.275556882698
2025-01-0121151.215325979956
2025-02-0119760.50696442941
2025-03-0119750.128448043888
2025-04-0122106.03027737505
2025-05-0123289.16831121517
2025-06-0122085.273244604006
2025-07-0123455.22457338351
2025-08-0123455.22457338351
2025-09-0123037.226189625675
2025-10-0123828.66292965924
2025-11-0124277.856755083696
2025-12-0128128.089544436178
2026-01-0128919.526284469743
2026-02-0127828.626994153205
2026-03-0130630.740857515288
2026-04-0132363.345612723908
Annual Return Matrix
YearAnnual Return
20170.5323961032783711
2018-0.1569762731863671
20190.3062354075721725
20200.31191770481237424
2021-0.005504034387110002
20220.017461857252588198
20230.045192830867154976
20240.3660770028218856
20250.3869678183386467
20260.15057034220532328
Total Factor Risk
0.3799988686126537
VTI.US Exposure
0.061615706708118806
VEA.US Exposure
0.0009368117992156136
VWO.US Exposure
0.006801975365122893
QQQ.US Exposure
-0.016434520646924328
VTV.US Exposure
-0.018623396408320298
IJR.US Exposure
0.02272723277024921
QUAL.US Exposure
-0.012629651642399235
SHV.US Exposure
0.7156745147182025
TLT.US Exposure
0.003126958315354571
LQD.US Exposure
0.0017769520267445404
HYG.US Exposure
0.04826418395458106
GLD.US Exposure
0.0008192266161241572
USO.US Exposure
0.00010974909774577363
VNQ.US Exposure
0.01652481079938848
BTC-USD.CC Exposure
-0.0019065108178971907
CPER.US Exposure
-0.0029892880832728345
VIX.INDX Exposure
0.009463009867390083
UUP.US Exposure
0.012781840245815931
TIP.US Exposure
0.0005761570522580759
Idiosyncratic Exposure
0.15138423826250194
Value Score
44.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →13.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.32%
Market Cap$4.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+25.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is IG Group Holdings PLC a high-risk investment?

IG Group Holdings PLC (IGG.LSE) has an annualized volatility of 38.0% and experienced a maximum drawdown of 46.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of IGG.LSE?

Over the past 10 years, IGG.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.6%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on IG Group Holdings PLC

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest